Verwandte Artikel zu Maximum Entropy Econometrics: Robust Estimation with...
Maximum Entropy Econometrics: Robust Estimation with Limited Data: 16 (Financial Economics and Quantitative Analysis Series) - Hardcover
Inhaltsangabe
Páginas:324Géneros:12:KCA:Economictheory&philosophy12:KCH:EconometricsSinopsis:
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
Reseña del editor
In the theory and practice of econometrics the model, the method and the data are all interdependent links in information recovery-estimation and inference. Seldom, however, are the economic and statistical models correctly specified, the data complete or capable of being replicated, the estimation rules optimal and the inferences free of distortion. Faced with these problems, Maximum Entropy Economeirics provides a new basis for learning from economic and statistical models that may be non-regular in the sense that they are ill-posed or underdetermined and the data are partial or incomplete. By extending the maximum entropy formalisms used in the physical sciences, the authors present a new set of generalized entropy techniques designed to recover information about economic systems. The authors compare the generalized entropy techniques with the performance of the relevant traditional methods of information recovery and clearly demonstrate theories with applications including Pure inverse problems that include first order Markov processes, and input-output, multisectoral or SAM models to Inverse problems with noise that include statistical models subject to ill-conditioning, non-normal errors, heteroskedasticity, autocorrelation, censored, multinomial and simultaneous response data, as well as model selection and non-stationary and dynamic control problems Maximum Entropy Econometrics will be of interest to econometricians trying to devise procedures for recovering information from partial or incomplete data, as well as quantitative economists in finance and business, statisticians, and students and applied researchers in econometrics, engineering and the physical sciences.
Biografía del autor
Amos Golan is a professor of economics and directs the Info-Metrics Institute at American University. He is also an External Professor at the Santa Fe Institute and a Senior Associate at Pembroke College, Oxford. His research is primarily in the interdisciplinary field of info-metrics - the science and practice of information processing, modeling, inference, and problem solving with insufficient information. He has published in economics, econometrics, statistics, mathematics, physics and philosophy journals. His books include Maximum Entropy Econometrics: Robust Estimation with Limited Data (coauthored with Judge and Miller) and Information and Entropy Econometrics - A Review and Synthesis.
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
- VerlagWiley
- Erscheinungsdatum1996
- ISBN 10 0471953113
- ISBN 13 9780471953111
- EinbandTapa dura
- SpracheEnglisch
- Auflage1
- Anzahl der Seiten329
Gebraucht kaufen
Zustand: BefriedigendUsed book that is in clean, average...
Diesen Artikel anzeigen
EUR 43,88
Gratis für den Versand innerhalb von/der USA
Versandziele, Kosten & DauerNeu kaufen
Diesen Artikel anzeigen
EUR 137,13
EUR 14,09 für den Versand von Vereinigtes Königreich nach USA
Versandziele, Kosten & DauerSuchergebnisse für Maximum Entropy Econometrics: Robust Estimation with...
Beispielbild für diese ISBN
Maximum Entropy Econometrics : Robust Estimation with Limited Data
Verlag:
Wiley & Sons, Incorporated, John, 1996
ISBN 10: 0471953113
ISBN 13: 9780471953111
Gebraucht
Hardcover
Erstausgabe
Anbieter: Better World Books, Mishawaka, IN, USA
Verkäuferbewertung 5 von 5 Sternen
Zustand: Good. 1st Edition. Used book that is in clean, average condition without any missing pages. Artikel-Nr. 18066856-6
Anzahl: 1 verfügbar
Beispielbild für diese ISBN
Maximum Entropy Econometrics: Robust Estimation with Limited Data
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Zustand: New. In. Artikel-Nr. ria9780471953111_new
Anzahl: Mehr als 20 verfügbar
Foto des Verkäufers
Maximum Entropy Econometrics
Anbieter: moluna, Greven, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Zustand: New. This book offers solutions to the problems commonly encountered by economists trying to squeeze information out of partial or incomplete data--which is usually what they have to work with.Über den AutorAmos Golan is a professor . Artikel-Nr. 446918609
Anzahl: Mehr als 20 verfügbar